Anic Equity¶

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Total return since start: 0.711 %¶

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Equity now: -----------------------------> 52266.18 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48129.16 Kr¶

PnL: ---------------------------------------> -802.84 Kr¶

DD now: ---------------------------------> -1.608 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 09:00:01.775057'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: -0.095 %¶

Total portfolio value¶

Return including deposits: 71.106 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 0.000000 2365.000000 176.000000 8.040000 2189.000000
Svolder B 35 0.000000 2306.500000 127.500000 5.850000 2179.000005
Embracer Group B 26 0.000000 717.080000 55.080000 8.320000 661.999988
BHG Group 49 0.000000 693.350000 54.350000 8.510000 638.999984
Vitrolife 3 0.000000 724.200000 47.200000 6.970000 677.000001
Xvivo Perfusion 3 0.000000 880.500000 35.500000 4.200000 845.000001
Biotage 4 0.000000 632.800000 29.800000 4.940000 603.000000
Humana 40 -0.120000 691.200000 17.200000 2.550000 674.000000
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addnode Group B 6 0.000000 766.800000 14.800000 1.970000 751.999998
SynAct Pharma 9 -0.410000 658.800000 13.800000 2.140000 645.000003
Addtech B 3 0.170000 710.400000 10.400000 1.490000 699.999999
Profoto Holding 7 0.000000 588.000000 6.000000 1.030000 581.999999
Sdiptech B 3 0.000000 825.000000 3.000000 0.360000 822.000000
Volati 5 0.520000 575.000000 1.000000 0.170000 574.000000
Latour B 2 0.000000 445.000000 -4.000000 -0.890000 449.000000
NCC B 7 0.000000 645.400000 -8.600000 -1.310000 653.999997
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
BONESUPPORT HOLDING 10 0.000000 1214.000000 -10.000000 -0.820000 1224.000000
Sampo Oyj SDB 1 0.000000 494.500000 -10.500000 -2.080000 505.000000
Investor B 3 0.000000 647.400000 -10.600000 -1.610000 657.999999
SCA A 4 0.000000 586.400000 -12.600000 -2.100000 599.000000
Indutrade 5 0.380000 1304.000000 -16.000000 -1.210000 1320.000000
Fortnox 10 0.000000 648.800000 -19.200000 -2.870000 668.000000
Nolato B 12 0.000000 627.000000 -21.000000 -3.240000 648.000000
Gaming Innovation Group 161 0.000000 4153.800000 -34.200000 -0.820000 4187.999942
Lime Technologies 2 0.000000 558.000000 -35.000000 -5.900000 593.000000
Sedana Medical 135 0.000000 4290.300000 -40.700000 -0.940000 4330.999935
Balco Group 39 0.000000 1821.300000 -53.700000 -2.860000 1874.999997
Creades A 7 0.000000 551.250000 -59.750000 -9.780000 610.999998
Ambea 68 0.000000 2465.680000 -71.320000 -2.810000 2537.000032
Lundin Gold 7 0.000000 877.800000 -96.200000 -9.880000 973.999999
Investor A 16 0.000000 3441.600000 -103.400000 -2.920000 3545.000000
New Wave B 40 0.000000 3745.200000 -170.800000 -4.360000 3916.000000
Wästbygg Gruppen B 80 0.000000 2584.000000 -287.000000 -10.000000 2871.000000
Bactiguard Holding B 37 0.000000 2630.700000 -336.300000 -11.330000 2966.999993
TOTAL 48129.160000 -802.840000 -1.60799% 48931.999868

Updated:¶

'2023-06-16 09:00:20.746620'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶